Maybe it’s not the first thing you’d think of, but I found Carl Sagan’s novel “Contact” very thought-provoking, especially from someone like Sagan who is famous for his skepticism.

It’s the same story from which that movie with Jodie Foster was made; but the movie lacks the almost Leaf-by-Niggle-like - and imo deeply spiritual - conclusion of the book.

There’s some Dutch authors that I loved to read for their ability to create “depth”, like Tonke Dragt, Paul Biegel, and also writer / artist Marten Toonder (who created the “Tom Puss” character).
Only Ms. Dragt wrote SF stories, though. The others are more fantasy-like.